Senior Python Risk Quantitative Analyst

Senior Python Model Developer – Market / Credit Risk

Barclay Simpson is partnering with a leading FTSE-listed financial services firm to hire a Senior Python Risk Quantitative Analyst into its London-based Financial Risk team.

This is a high‑impact opportunity within a visible, technically strong function responsible for the firm’s market, credit, capital and liquidity risk models. The role offers direct exposure to senior stakeholders and genuine ownership of model development.

• Designing and enhancing Market Risk models (VaR, Expected Shortfall, stress testing)
• Contributing to Credit Risk model development (wholesale / traded exposure preferred)
• Rebuilding and optimising existing quantitative models
• Developing and deploying production‑quality Python code
• Supporting automation and model lifecycle improvements
  
  Working closely with Validation, Regulatory Capital, Finance and Technology teams
• Contributing to ongoing cloud migration (GCP environment)

• Strong Python (Pandas, Num Py; production‑level code)
• Solid experience developing financial risk models within:
  • A bank
  • Broker / trading firm
  • Risk consultancy
• Strong understanding of:
  • VaR
  • Expected Shortfall
  • Stress testing
  • LGD / PD frameworks
• Commercial mindset – able to balance modelling rigour with delivery pace
• Confident communicator, comfortable engaging non‑technical stakeholders

• London‑based (hybrid – 3 days office)
• Lean, high‑visibility team
• Strong interaction with senior leadership
• Modern tech stack (Python, SQL, Git‑based deployment, cloud transition underway)

Location:

London

If you’re looking for a role with genuine ownership and breadth — rather than a siloed “factory” environment — this could be an excellent next step.

📩 Message Scott Nye at Barclay Simpson for a confidential discussion.